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首页> 外文期刊>Optimization: A Journal of Mathematical Programming and Operations Research >On modification of population-based search algorithms for convergence in stochastic combinatorial optimization
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On modification of population-based search algorithms for convergence in stochastic combinatorial optimization

机译:随机组合优化中基于种群的搜索算法的收敛性改进

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摘要

Motivated by the work of Homem-De-Mello on modifying pure random search (PRS) into a convergent sample-based PRS for stochastic optimization, this paper considers two general methods of converting any given population-based algorithm into a convergent sample-based one for stochastic combinatorial optimization. The methods are based on controlling sampling process at time t by -switching and on including the current optimizer-estimate as a candidate in the selection process of -switching. Under appropriate conditions on the sequence and the given algorithm, we establish a probability one convergence of the resulting population-based algorithms.
机译:受到Homem-De-Mello将纯随机搜索(PRS)修改为基于收敛样本的PRS进行随机优化的工作的启发,本文考虑了两种将任意给定基于人口的算法转换为基于收敛样本的算法的通用方法。用于随机组合优化。该方法基于在时间t通过-切换控制采样过程,并且基于当前的优化器估计作为-切换的选择过程中的候选者。在适当的序列和给定算法条件下,我们建立了基于种群的算法的概率一收敛性。

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